As temperatures continue to increase all over the world, extreme weather events and the extreme observations associated with them are becoming more prevalent. This should[...]

This dissertation contains two essays on empirical asset pricing. The first essay tests a two-beta currency pricing model that features betas with risk-premium news and r[...]

This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyo[...]

Social media platforms, such as Twitter, are attracting a growing number of people with diverse demographic characteristics to share and obtain information about various [...]